+56.0%
HAS vs BR
+185.2%
-129.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.3% |
| 7D | -4.8% | -5.0% | +0.2% | -2.7% |
| 30D | -5.1% | -2.5% | -2.7% | -4.2% |
| 3M | +6.4% | +13.5% | -7.1% | -0.1% |
| 6M | -5.6% | -9.4% | +3.8% | -2.3% |
| YTD | +11.0% | -23.3% | +34.2% | +23.6% |
| 1Y | +16.8% | -31.6% | +48.4% | +37.6% |
| 3Y | +44.0% | -5.1% | +49.1% | +42.4% |
| 5Y | +11.0% | +8.2% | +2.8% | +0.8% |
| 10Y | +56.0% | +189.8% | -133.8% | -2.6% |
| All | +56.0% | +185.2% | -129.2% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded BR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling